Senior Counterparty Risk Analytics & Stress Testing

Citigroup Inc.; Warszawa; Hybrid; PLN 165,000 - 281,000; Full time

Benefits offered by this job

Pension plan

Private medical care

Life Insurance

Employee assistance program

Sport card

Volunteer day

Cafeteria/flex benefits

Annual incentive potential

Employee discounts

Job summary

Citigroup Inc., based in Citi Solutions Center Poland, is seeking a Counterparty Credit Risk professional to measure, monitor, and control CCR for institutional clients. You will develop analytics for CCR and stress testing and collaborate with risk, sales, and technology teams to ensure robust risk coverage.

The role emphasizes strong Excel and Python skills, asset-class exposure analysis, and hands-on work with Agentic AI/GenAI solutions in a hybrid environment.

Qualifications

• 3-5 years of experience in risk analytics, market risk, or counterparty credit risk management.
• Strong understanding of capital markets products, including Prime Brokerage, derivatives, repo financing.
• Understanding of multiple asset classes including rates, equities, FX, credit, and commodities.
• Strong analytical skills with quantitative modelling and data integration.
• Strong Excel skills; programming in Python or other statistical languages preferred.
• Hands-on experience with Agentic AI / GenAI-centric solutions.
• Excellent written and oral communication with ability to present to stakeholders.
• Ability to work cross-functionally with Business, Risk and Technology teams.

Responsibilities

• Develop and enhance tools for measurement, monitoring, and management of counterparty exposure including stress testing and risk metrics.
• Liaise with Sales & Trading, Market Risk and CVA teams for comprehensive risk coverage across OTC and related products.
• Collaborate with Quantitative risk, Markets analytics, Technology, and Model Validation groups on CCR model development.
• Support new product approvals, margining models, real-time monitoring and controls.
• Lead hands-on development of Agentic AI and GenAI-centric risk monitoring solutions.
• Perform risk analyses on existing and new client portfolios.
• Prepare presentations and documents on Risk Group functions, stress methodologies, and risk issues.

Skills

risk analytics

capital markets

Excel

Python

GenAI

communication skills

cross-functional

Tools

Agentic AI

Job description

Citigroup Inc., based in Citi Solutions Center Poland, is seeking a Counterparty Credit Risk professional to measure, monitor, and control CCR for institutional clients. You will develop analytics for CCR and stress testing and collaborate with risk, sales, and technology teams to ensure robust risk coverage.

The role emphasizes strong Excel and Python skills, asset-class exposure analysis, and hands-on work with Agentic AI/GenAI solutions in a hybrid environment.